Article by RiXtrema Authors Wins 2015 Peter L. Bernstein Award – Journal of Derivatives, published by Institutional Investor Journals
An article in the Journal of Derivatives, published by Institutional Investor Journals, has been named the winner of the 2015 Peter L. Bernstein Award. Risk Estimation and Hedging: A Reverse Stress Testing Approach – written by Yaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov and Barry Schachter (all authors associated with RiXtrema) — investigates a recent innovation in risk management.
The Peter L. Bernstein Award honors extraordinary and compelling research published in any of Institutional Investor’s 11 market-leading journals over the previous 12 months. The award is named for Peter L. Bernstein, the celebrated economic historian, consultant and Founding Editor of The Journal of Portfolio Management.
Read here about the essence of this scientific paper, the winner selection process, and practical benefits of this work: Details of the Winner Announcement – Journal of Derivatives, published by Institutional Investor Journals